Pages that link to "Item:Q391599"
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The following pages link to The distance correlation \(t\)-test of independence in high dimension (Q391599):
Displaying 34 items.
- The Chi-Square Test of Distance Correlation (Q5083373) (← links)
- Expected Conditional Characteristic Function-based Measures for Testing Independence (Q5130638) (← links)
- Decoding Movements from Cortical Ensemble Activity Using a Long Short-Term Memory Recurrent Network (Q5154167) (← links)
- Methods for Assessment of Memory Reactivation (Q5157223) (← links)
- BET on Independence (Q5208069) (← links)
- On Possibilistic Version of Distance Covariance and Correlation (Q5215760) (← links)
- Global sensitivity analysis with dependence measures (Q5220789) (← links)
- A consistent multivariate test of association based on ranks of distances (Q5411051) (← links)
- The abstract of doctoral dissertation ‘Some research on hypothesis testing and nonparametric variable screening problems for high dimensional data’ (Q5880053) (← links)
- Distribution-Free Consistent Independence Tests via Center-Outward Ranks and Signs (Q5881094) (← links)
- Eigenvalue Distribution of a High-Dimensional Distance Covariance Matrix With Application (Q6039863) (← links)
- Generalization of the HSIC and distance covariance using PDI kernels (Q6048904) (← links)
- Portfolio selection based on semivariance and distance correlation under minimum variance framework (Q6067644) (← links)
- A Wavelet-Based Independence Test for Functional Data With an Application to MEG Functional Connectivity (Q6077580) (← links)
- Feature Screening with Latent Responses (Q6079779) (← links)
- Finite sample \(t\)-tests for high-dimensional means (Q6097558) (← links)
- Metalearning of time series: an approximate dynamic programming approach (Q6158419) (← links)
- Sparse dimension reduction based on energy and ball statistics (Q6161663) (← links)
- Distributed testing on mutual independence of massive multivariate data (Q6170105) (← links)
- A comparison of the Mantel test with a generalised distance covariance test (Q6179509) (← links)
- Asymptotic normality of Gini correlation in high dimension with applications to the \(K\)-sample problem (Q6184886) (← links)
- Rank-based indices for testing independence between two high-dimensional vectors (Q6192324) (← links)
- Statistical insights into deep neural network learning in subspace classification (Q6541559) (← links)
- An independence test based on recurrence rates. An empirical study and applications to real data (Q6552991) (← links)
- Inferring the finest pattern of mutual independence from data (Q6579393) (← links)
- On the test of covariance between two high-dimensional random vectors (Q6581291) (← links)
- Distance correlation test for high-dimensional independence (Q6589588) (← links)
- Kernel-based measures of association (Q6602185) (← links)
- Application of distance standard deviation in functional data analysis (Q6613897) (← links)
- Asymptotic Distribution-Free Independence Test for High-Dimension Data (Q6631679) (← links)
- Universally consistent \(\mathrm{K}\)-sample tests via dependence measures (Q6650768) (← links)
- A class of robust independence tests based on weighted integrals of empirical characteristic functions (Q6661066) (← links)
- A novel and effective method for characterizing time series correlations based on martingale difference correlation (Q6663722) (← links)
- A general approach for testing independence in Hilbert spaces (Q6667476) (← links)
